Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,544 CHF | 506,044 CHF | 99.08% | 99.08% |
19/11/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,743 CHF | 506,243 CHF | 99.38% | 99.38% |
18/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,849 CHF | 506,349 CHF | 99.37% | 99.37% |
15/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,836 CHF | 506,336 CHF | 99.38% | 99.38% |
14/11/2024 | 0.50% | 100.70 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,235 CHF | 505,735 CHF | 99.38% | 99.38% |
13/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,840 CHF | 506,340 CHF | 99.38% | 99.38% |
12/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,011 CHF | 506,511 CHF | 99.38% | 99.38% |
11/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,026 CHF | 506,526 CHF | 99.37% | 99.37% |
08/11/2024 | 0.49% | 100.80 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,037 CHF | 506,537 CHF | 99.34% | 99.34% |
07/11/2024 | 0.49% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,377 CHF | 506,877 CHF | 98.80% | 98.80% |